• Title/Summary/Keyword: 파레토 지수

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Analysis of Morphological Characteristics of Farm Dams in Korea (한국 농업용 저수지의 형태학적 특성 분석)

  • Yoo, Chul-Sang;Park, Hyun-Keun
    • Journal of the Korean Geographical Society
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    • v.42 no.6
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    • pp.940-954
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    • 2007
  • This study was to analyze a total of 18,068 farm reservoirs in Korea with their basic measures, and estimate their average characteristics. These characteristics have also been compared with those of foreign countries. Histograms of seven measures(approval area, beneficial area, watershed area, effective storage, full water area, dam length, and dam height) of reservoirs are made to characterize their distributions and to apply the Pareto analysis with the power law to evaluate their inequalities. The histogram analysis shows that the measures of dam(channel cross-section) characteristics follow the log-normal distributions, on the other hand, those of the basin characteristics the exponential-type distributions. Pareto analysis was done for the five measures of having exponential distribution. The Pareto exponents estimated are 0.38 for the approval area, 0.42 for the beneficial area, -0.19 for the effective storage, 0.30 for the watershed area, and 0.22 for the full water area, so the inequality of the beneficial area is the highest and that of the effective storage is the lowest. Analysis of morphology index versus watershed area shows that most reservoirs are categorized into deep or normal ones. These characteristics are also found to be similar to those of foreign countries.

A Study on the Reduction of Common Words to Classify Causes of Marine Accidents (해양사고 원인을 분류하기 위한 공통단어의 축소에 관한 연구)

  • Yim, Jeong-Bin
    • Journal of Navigation and Port Research
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    • v.41 no.3
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    • pp.109-118
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    • 2017
  • The key word (KW) is a set of words to clearly express the important causations of marine accidents; they are determined by a judge in a Korean maritime safety tribunal. The selection of KW currently has two main issues: one is maintaining consistency due to the different subjective opinion of each judge, and the second is the large number of KW currently in use. To overcome the issues, the systematic framework used to construct KW's needs to be optimized with a minimal number of KW's being derived from a set of Common Words (CW). The purpose of this study is to identify a set of CW to develop the systematic KW construction frame. To fulfill the purpose, the word reduction method to find minimum number of CW is proposed using P areto distribution function and Pareto index. A total of 2,642 KW were compiled and 56 baseline CW were identified in the data sets. These CW, along with their frequency of use across all KW, are reported. Through the word reduction experiments, an average reduction rate of 58.5% was obtained. The estimated CW according to the reduction rates was verified using the Pareto chart. Through this analysis, the development of a systematic KW construction frame is expected to be possible.

HTTP Traffic Modeling and Analysis with Statistical Process (통계적 분석을 통한 HTTP 트래픽 모델링 및 분석)

  • Jeon, Uie-Soo;Kim, Tae-Soo;Lee, Kwang-Hui
    • Proceedings of the Korea Information Processing Society Conference
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    • 2003.05b
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    • pp.1105-1108
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    • 2003
  • 통신망을 효율적으로 설계하고 운영하기 위하여 통신망에 대한 구체적인 시뮬레이션이 필요하며 이에 관한 연구가 현재 활발히 이루어지고 있다. 본 논문에서는 통신망 성능 분석을 위한 시뮬레이션 시 필요한 트래픽 생성기의 설계를 위해 실제 트래픽 자료를 수집, 분석하여 HTTP 요구 수준에서 통계적 방법을 통해 확률 분포로 모델링하였다. 기존 연구에서는 응답 크기에 대하여 파레토 분포만을 사용하여 그 특성을 모델링하였지만, 본 연구에서는 지수 분포와 파레토 분포의 혼합으로 모델링할 수 있음을 확인하였다. 또한 응답 크기의 특성은 서버 내 파일 크기의 특성을 그대로 반영하는 것이 아니라 사용자의 웹 문서 요청의 편중화 현상에 영향을 받아 그 특성이 달라질 수 있다는 것을 분석을 통해 확인하였다.

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An Alternative Study of the Determination of the Threshold for the Generalized Pareto Distribution (일반화 파레토 분포에서 임계치 결정에 대한 대안적 연구)

  • Yoon, Jeong-Yoen;Cho, Jae-Beom;Jun, Byoung-Cheol
    • The Korean Journal of Applied Statistics
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    • v.24 no.5
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    • pp.931-939
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    • 2011
  • In practice, thresholds are determined by the two subjective assessment methods in a generalized pareto distribution of mean extreme function(MEF-graph) or Hill-graph. To remedy the problem of subjectiveness of these methods, we propose an alternative method to determine the threshold based on the robust statistics. We compared the MEF-graph, Hill-graph and our method through VaRs on the Korean stock market data from January 5, 1987 to August 3, 2009. As a result, the VaR based on the proposed method is not much different from the existing methods, and the standard deviation of VaR for our method was the smallest. The results show that our method can be a promising alternative to determine thresholds of the generalized pareto distributions.

기술혁신분포, 기술모방분포 그리고 신 국제무역이론에 대한 실증연구

  • Jo, Sang-Seop;Jo, Byeong-Seon;Hwang, Ho-Yeong;Min, Gyeong-Se
    • Proceedings of the Korea Technology Innovation Society Conference
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    • 2017.11a
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    • pp.249-249
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    • 2017
  • 본 연구는 신 국제무역이론(Meltzer, 2012, 2014, 2015)에 대한 실증분석을 목적으로 한다. 신국제무역이론은 기술혁신역량에 대한 이질적 기업분포가 국제무역에 미치는 영향을 중심으로 전개된다. 이 새로운 국제무역이론은 기술혁신분포형태가 국제무역효과를 결정한다는 핵심가정에서 출발하기 때문에 실증적으로 우리나라 제조 기업 기술혁신분포를 추정하고, 기술혁신분포형태 즉 우리나라 기업의 기술혁신과 기술모방분포에 대한 통계적으로 검증하여, 신 국제무역이론기반에 대한 적정성을 평가하였다. 본 분석결과를 바탕으로 기술정책 및 산업정책 방향을 간단하게 제언하였다.

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Estimation of VaR and Expected Shortfall for Stock Returns (주식수익률의 VaR와 ES 추정: GARCH 모형과 GPD를 이용한 방법을 중심으로)

  • Kim, Ji-Hyun;Park, Hwa-Young
    • The Korean Journal of Applied Statistics
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    • v.23 no.4
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    • pp.651-668
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    • 2010
  • Various estimators of two risk measures of a specific financial portfolio, Value-at-Risk and Expected Shortfall, are compared for each case of 1-day and 10-day horizons. We use the Korea Composite Stock Price Index data of 20-year period including the year 2008 of the global financial crisis. Indexes of five foreign stock markets are also used for the empirical comparison study. The estimator considering both the heavy tail of loss distribution and the conditional heteroscedasticity of time series is of main concern, while other standard and new estimators are considered too. We investigate which estimator is best for the Korean stock market and which one shows the best overall performance.

Effect of Energy Saving and Delay on Burst Assemble and Traffic Pattern in OBS Networks with Sleeping Mode (수면 모드를 사용하는 OBS 망에서 트래픽 패턴 및 버스트 어셈블이 에너지 절감과 지연시간에 미치는 영향 분석)

  • Kang, Dong-Ki;Yang, Won-Hyuk;Lee, Jae-Young;Kim, Young-Chon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.36 no.2B
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    • pp.111-119
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    • 2011
  • As Green-IT has attracted a lot of attention in recent years, many researches have been interested in reducing the energy consumption of network equipments. In this paper, we analyze the energy saving ratio and delay performance according to various traffic patterns and burst assemble algorithms in OBS network with sleeping mode. To do this, we design the traffic generators, which are based on exponential distribution and Pareto distribution, and the router model, which has the time based and length based burst assemble algorithms by using OPNET modeler. Through OPNET simulator, we evaluate the energy saving performance in terms of the sleeping time, the number of transitions and packet delay.

Threshold estimation for the composite lognormal-GPD models (로그-정규분포와 파레토 합성 분포의 임계점 추정)

  • Kim, Bobae;Noh, Jisuk;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.807-822
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    • 2016
  • The composite lognormal-GPD models (LN-GPD) enjoys both merits from log-normality for the body of distribution and GPD for the thick tailedness of the observation. However, in the estimation perspective, LN-GPD model performs poorly due to numerical instability. Therefore, a two-stage procedure, that estimates threshold first then estimates other parameters later, is a natural method to consider. This paper considers five nonparametric threshold estimation methods widely used in extreme value theory and compares their performance in LN-GPD parameter estimation. A simulation study reveals that simultaneous maximum likelihood estimation performs good in threshold estimation, but very poor in tail index estimation. However, the nonparametric method performs good in tail index estimation, but introduced bias in threshold estimation. Our method is illustrated to the service time of an Israel bank call center and shows that the LN-GPD model fits better than LN or GPD model alone.

Cleaning Area Division Algorithm for Power Minimized Multi-Cleanup Robots Based on Nash Bargaining Solution (Nash 협상 해법 기반 전력 최소화를 위한 다중 청소로봇간 영역분배 알고리즘)

  • Choi, Jisoo;Park, Hyunggon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.39C no.4
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    • pp.400-406
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    • 2014
  • In this paper, we propose an approach to minimizing total power consumption by deploying multiple clean-up robots simultaneously in a given area. For this, we propose to use the cooperative game theoretic approaches (i.e., Nash bargaining solution (NBS)) such that the robots can optimally and fairly negotiate the area division based on available resources and characteristics of the area, thereby leading to the minimum total power consumption. We define a utility function that includes power consumptions for characteristics of areas and the robots can agree on a utility pair based on the NBS. Simulation results show that the proposed approach can reduce the total average power consumption by 15-30% compared to a random area division approach.

An Empirical Study on the Technology Innovation Distribution, Technology Imitation Distribution and New International Trade Theory (기술혁신분포, 기술모방분포 그리고 신 국제무역이론에 대한 실증연구)

  • Cho, Sang Sup;Min, Kyung Se;Cho, Byung Sun;Hwang, Ho Young
    • Journal of Korea Technology Innovation Society
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    • v.21 no.2
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    • pp.860-874
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    • 2018
  • This study aims at empirical analysis of the new international trade theory (Melitz, 2012, 2014, 2015). The new international trade theory is centered on the effect of heterogeneous firms on the technological competitiveness on the trade effect and resulted from the important assumption that the form of the enterprise technology distribution determines the trade effect. This study empirically estimated the distribution of enterprise technology in Korean manufacturing. For the purpose of this study, we divided Korea's total enterprise technology distribution into technological innovation and technical imitation distribution, then statistically verified the distribution type and evaluated the appropriateness of the new international trade theory. Based on the empirical results of this study, we briefly suggested the direction of technology policy.